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Daily HFRX Indices

Daily HFRX Indices  US Dollar On-Line access to all HFRX INDEX CONSTITUENT FUNDS via HFRDATABASE.COM
Monthly Performance Historical Performance
NOV ROR OCT ROR YTD INDEX VALUE (NOVEMBER 30, 2011) Last 12M Last 36M (ann) Last 48M (ann)
Global
HFRX Global Hedge Fund Index -0.87% 0.81% -8.48% 1,114.07 -6.32% 2.55% -4.36%
HFRX Equal Weighted Strategies Index -0.86% 0.88% -5.96% 1,101.36 -4.50% 2.75% -3.72%
HFRX Absolute Return Index -0.61% 0.86% -3.59% 947.78 -3.15% -3.22% -5.23%
HFRX Market Directional Index -1.38% -0.02% -17.68% 1,036.68 -16.53% 4.11% -4.87%
Equity Hedge
HFRX Equity Hedge Index -1.34% 1.36% -18.38% 1,009.05 -14.15% -0.38% -7.05%
HFRX EH: Equity Market Neutral Index -0.19% 0.60% -3.10% 979.59 -3.43% -2.77% -1.68%
HFRX EH: Fundamental Growth Index -2.13% -0.03% -12.77% 1,443.15 -10.42% 2.70% -5.88%
HFRX EH: Fundamental Value Index 0.15% 1.23% -22.73% 927.06 -18.92% -2.90% -8.63%
Event Driven
HFRX Event Driven Index -0.96% 2.11% -4.36% 1,314.65 -3.31% 4.10% -3.16%
HFRX ED: Distressed Restructuring Index -2.37% 3.06% -7.23% 951.95 -5.56% -4.84% -9.96%
HFRX ED: Merger Arbitrage Index -0.28% 1.28% -2.16% 1,492.70 -0.86% 4.55% 3.45%
HFRX ED: Special Situations Index -0.76% 2.03% -3.03% 1,079.81 -2.18% 5.59% -3.59%
Macro
HFRX Macro/CTA Index 0.30% -1.99% -4.61% 1,169.33 -3.33% -4.06% -2.06%
HFRX Macro: Systematic Diversified CTA Index 1.42% -4.84% -2.59% 1,628.09 -0.01% -1.06% 5.95%
Relative Value
HFRX Relative Value Arbitrage Index -1.15% 1.16% -4.11% 1,127.04 -2.99% 11.60% -2.92%
HFRX RV: Convertible Arbitrage Index -1.10% -0.55% -3.38% 653.00 -2.58% 12.16% -11.64%
HFRX RV: Multi-Strategy Index -1.06% 1.40% 0.21% 1,773.10 1.40% 16.28% 7.47%

Source: Hedge Fund Research

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